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I'm certainly not qualified to advise you re:programming, however I did have a
similar experience in that I couldn't get a simple moving average crossover to
work properly with more than 1 data series.
Turns out that it wasn't the programming. I mean, I simplified little by little
until I tried a simple MAV crossover and even *that* didn't work. It wasn't that
there was some internal fault with TS. It was the manual - that horrible
incomplete book of omissions. It neglected to mention that when using two data
series, you need to be sure that if MaxBarsBack is 50 for a something you're using
in data2, then data2 has to have 50 or more bars in it than data1. All
calculations have to start on the same bar. If it isn't set up like this, then
the results are unusual to say the least.
That info may be in the manual somewhere - but I never found it (and believe me, I
looked!). It only took two months of frustration to find the Omega TechSupp that
knew what the problem was.
Hope this helps.
Alan
Sethw2@xxxxxxx wrote:
> I am trying to combine a system I am running with an indicator, and am having
> all kinds of trouble. The system is very simple, and the rules are as
> follows:
>
> SP cash is data1; BKX index is data2: data is 30 min bars
>
> Buy close of data1 when close of MAV on data2 is x% > 5 bars ago;
> Sell close of data1 when close of MAV on data2 is x% < 5 bars ago;
>
> This system I have working just fine, but then I am trying to add an indicator
> to the model which is simply:
>
> Buy or sell a moving MAV crossover of data1.
>
> The problem I am having is that I want to be long when both agree and vice
> versa, however the MAV crossover can take me out, and then back in without the
> original system changing, and I don't know how to save the status of the
> original system. I have tried using variable, values, and conditions, with no
> luck...
>
> Thank you for any assistance from the programming impaired...
>
> -Seth
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